Casper G. de Vries : Citation Profile

Erasmus Universiteit Rotterdam

28

H index

45

i10 index

3972

Citations

RESEARCH PRODUCTION:

54

Articles

108

Papers

1

Chapters

RESEARCH ACTIVITY:

   39 years (1983 - 2022). See details.
   Cites by year: 101
   Journals where Casper G. de Vries has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 54 (1.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde225
   Updated: 2025-12-20    RAS profile: 2023-09-13    
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Relations with other researchers

Works with:

Bernoth, Kerstin (2)

von Hagen, Juergen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Casper G. de Vries.

Is cited by:

Sela, Aner (149)

Sheremeta, Roman (146)

Konrad, Kai (137)

Kovenock, Dan (127)

Chowdhury, Subhasish (52)

Zhou, Chen (42)

Amegashie, J. Atsu (40)

cotter, john (35)

Dahm, Matthias (34)

Roberson, Brian (26)

Lu, Jingfeng (24)

Cites to:

Scaillet, Olivier (25)

gourieroux, christian (25)

Jansen, Dennis (23)

Sarno, Lucio (20)

Campbell, John (18)

Kovenock, Dan (17)

Hartmann, Philipp (16)

Baye, Michael (16)

Danielsson, Jon (13)

Verdelhan, Adrien (13)

Chinn, Menzie (13)

Main data

Where Casper G. de Vries has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
Journal of Empirical Finance4
Journal of Econometrics3
International Economic Review3
The Review of Economics and Statistics3
Journal of Applied Econometrics2
Public Choice2
Economic Theory2
Journal of Economic Dynamics and Control2
Economics Letters2
European Journal of Political Economy2
Open Economies Review2
Journal of Economic Theory2
European Economic Review2
Games and Economic Behavior2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute37
CESifo Working Paper Series / CESifo7
Purdue University Economics Working Papers / Purdue University, Department of Economics5
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Staff Working Papers / Bank of Canada3
Working Papers / Indiana University, Kelley School of Business, Department of Business Economics and Public Policy3
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research3
Working Paper Series / European Central Bank3
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Working Papers / Chapman University, Economic Science Institute2
Working Papers / Business School - Economics, University of Glasgow2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Casper G. de Vries (2025 and 2024)

YearTitle of citing document
2024Heterogenous Agricultural and Food Trade Effects of Exchange Rate Volatility. (2024). Steinbach, Sandro ; Zurita, Carlos ; Kim, Dongin. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343898.

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2024The Set of Equilibria in Max-Min Two Groups Contests with Binary Actions and a Private Good Prize. (2024). Gilli, Mario ; Sorrentino, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:343494.

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2024Player Strength and Effort in Contests. (2024). Gürtler, Oliver ; Giebe, Thomas ; Gurtler, Oliver. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:285.

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2024Competing Bandits: The Perils of Exploration Under Competition. (2024). Wu, Zhiwei Steven ; Mansour, Yishay ; Aridor, Guy ; Slivkins, Aleksandrs. In: Papers. RePEc:arx:papers:2007.10144.

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2024Diversification quotients: Quantifying diversification via risk measures. (2024). Han, Xia ; Wang, Ruodu ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2206.13679.

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2024Screening Signal-Manipulating Agents via Contests. (2024). Li, Yingkai ; Qiu, Xiaoyun. In: Papers. RePEc:arx:papers:2302.09168.

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2025Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R. In: Papers. RePEc:arx:papers:2311.15635.

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2024Tournaments, Contestant Heterogeneity and Performance. (2024). Goller, Daniel ; Brox, Enzo. In: Papers. RePEc:arx:papers:2401.05210.

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2024Modelling crypto markets by multi-agent reinforcement learning. (2024). Vrizzi, Stefano ; Palminteri, Stefano ; Lussange, Johann ; Gutkin, Boris. In: Papers. RePEc:arx:papers:2402.10803.

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2024Competition for Budget-Constrained Buyers: Exploring All-Pay Auctions. (2024). Selcuk, Cemil. In: Papers. RePEc:arx:papers:2404.08762.

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2024Tail Risk Analysis for Financial Time Series. (2024). Zhou, Chen ; Kiriliouk, Anna. In: Papers. RePEc:arx:papers:2409.18643.

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2025Sabotage and Free Riding in Contests with a Group-Specific Public-Good/Bad Prize. (2025). Baik, Kyung ; Lee, Dongwoo. In: Papers. RePEc:arx:papers:2502.08100.

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2025Strategic Effort and Bandwagon Effects in Finite Multi-Stage Games with Non-Linear Externalities: Evidence from Triathlon. (2025). Reichel, Felix. In: Papers. RePEc:arx:papers:2505.03247.

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2025Varying reference-point salience. (2025). Pawlowski, Tim ; Otto, Felix ; Krumer, Alex. In: Papers. RePEc:arx:papers:2506.13382.

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2025Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174.

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2024Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-46.

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2024The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alsunbul, Saad ; Boujlil, Rhada ; Alzugaiby, Basim. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380.

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2024Three‐player contests with a potential inactive player: Endogenous timing of effort exertion. (2024). Baik, Kyung ; Lee, Jong Hwa. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1335-1352.

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2024Good risk measures, bad statistical assumptions, ugly risk forecasts. (2024). Poudyal, Niraj ; Michaelides, Michael. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:519-543.

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2024Competition for Budget-Constrained Buyers: Exploring All-Pay Auctions. (2024). Selcuk, Cemil. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/26.

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2024Fairness in Round-Robin Tournaments with Four Players and Endogenous Sequences. (2024). Sahm, Marco ; Dietz, Fabian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11145.

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2025Let’s (Not) Escalate This! Leadership and Communication in a Group Contest. (2025). Riedl, Arno ; Heine, Florian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11655.

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2025Round-Robin Tournaments in the Lab: Lottery Contests vs. All-Pay Auctions. (2025). March, Christoph ; Lauber, Arne ; Sahm, Marco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11677.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2024Exploring Trends and Advancements in Financial Distress Prediction Research: A Bibliometric Study. (2024). Sethi, Soumya Ranjan ; Bilolikar, Rajkiran V ; Mahadik, Dushyant Ashok. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-16.

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2024Contests in two fronts. (2024). Moreno, Y ; Floria, L M ; Hernandez, L ; Moron-Vidal, J ; Gracia-Lazaro, C ; de Miguel-Arribas, A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s0960077923013206.

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2025Occupational mismatch and market power. (2025). Balmaceda, Felipe. In: Journal of Development Economics. RePEc:eee:deveco:v:177:y:2025:i:c:s0304387825000872.

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2025Extreme conditional tail risk inference in ARMA–GARCH models. (2025). Ma, Yaolan ; Wei, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000946.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2024China’s public international investment: A strategic-trade-policy perspective. (2024). Konrad, Kai A. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001378.

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2024Tournaments and contracts under asymmetric information. (2024). Wang, Zhewei ; Gao, Rui ; Zhou, Lixue. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001822.

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2024Disclosure policies in all-pay auctions with affiliated values. (2024). Wang, Zijia ; Serena, Marco ; Chen, BO. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400227x.

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2024Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform. (2024). Zhang, Shunming ; Sun, Jianchun ; Huang, Helen Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000020.

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2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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2025Optimal control problem for hybrid pension plans under longevity risk for alpha-maxmin expected utility minimization. (2025). Liu, Wei ; Chen, YA ; Zhao, Zhen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002109.

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2024Consumer data and price discrimination by consideration sets. (2024). Chioveanu, Ioana. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000880.

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2024Sequential elimination in multi-stage all-pay auctions. (2024). Robertson, Matthew J. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003112.

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2025Spiteful bidding in first-price all-pay auctions. (2025). Mill, Wladislaw ; Kirchkamp, Oliver ; Wang, Xiangyu ; Liu, Shulin. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s016517652500299x.

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2025Model Risk of Volatility Models. (2025). Lazar, Emese ; Zhang, Ning. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:1-22.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2025Know thy enemy: Information acquisition in contests. (2025). Chen, Zhuoqiong. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125001011.

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2025Repeated contests with commitment types. (2025). Barbieri, Stefano ; Serena, Marco. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125001059.

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2024Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

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2024Connectedness between international oil and Chinas new energy industry chain: A time-frequency analysis based on TVP-VAR model. (2024). Xu, Fang ; Deng, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006625.

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2025Information linkages across countries around net zero announcements. (2025). Linnenluecke, Martina ; Rajabi, Mona Mashhadi ; Smith, Tom. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007710.

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2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

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2024Incorporating weather information into commodity portfolio optimization. (2024). Dai, Xingyu ; Xue, Jianhao ; Zhang, Dongna. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007025.

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2025Does ESG enhance asset quality and funding cost management in banking diversification?. (2025). Kang, Moonsoo ; Baek, Seungho. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401571x.

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2024Optimal disclosure in all-pay auctions with interdependent valuations. (2024). Chen, BO. In: Games and Economic Behavior. RePEc:eee:gamebe:v:143:y:2024:i:c:p:204-222.

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2024The n-player Hirshleifer contest. (2024). Sun, Guang-Zhen ; Ewerhart, Christian. In: Games and Economic Behavior. RePEc:eee:gamebe:v:143:y:2024:i:c:p:300-320.

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2024An undecidable statement regarding zero-sum games. (2024). Fey, Mark. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:19-26.

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2024Winners effort in multi-battle team contests. (2024). Serena, Marco ; Barbieri, Stefano. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:526-556.

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2024Ridge distributions and information design in simultaneous all-pay auction contests. (2024). Zhao, Hangcheng ; Kuang, Zhonghong ; Zheng, Jie. In: Games and Economic Behavior. RePEc:eee:gamebe:v:148:y:2024:i:c:p:218-243.

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2025The impact of perceived strength in the war of attrition. (2025). Myatt, David P. In: Games and Economic Behavior. RePEc:eee:gamebe:v:150:y:2025:i:c:p:260-277.

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2025Optimal tree contest design and winner-take-all. (2025). Jiao, Qian ; Kuang, Zhonghong ; Liu, Yiran ; Yu, Yang. In: Games and Economic Behavior. RePEc:eee:gamebe:v:151:y:2025:i:c:p:1-23.

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2024Buying lottery tickets for foreign workers: Lost quota rents induced by H-1B policy. (2024). Sparber, Chad ; Sharma, Rishi. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s002219962400059x.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2024Welfare and competition in expert advice markets. (2024). Vaccari, Federico ; Ploner, Matteo ; Albertazzi, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:219:y:2024:i:c:p:74-103.

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2025A tractable group all-pay auction. (2025). Topolyan, Iryna ; Barbieri, Stefano. In: Journal of Economic Theory. RePEc:eee:jetheo:v:226:y:2025:i:c:s0022053125000626.

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2024Getting the right tail right: Modeling tails of health expenditure distributions. (2024). Ziebarth, Nicolas ; Karlsson, Martin ; Wang, Yulong. In: Journal of Health Economics. RePEc:eee:jhecon:v:97:y:2024:i:c:s0167629624000572.

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2024On extreme quantile region estimation under heavy-tailed elliptical distributions. (2024). Ilmonen, Pauliina ; Viitasaari, Lauri ; Pere, Jaakko. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000216.

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2025Maximum likelihood estimation of elliptical tail. (2025). Lee, Sangyeol ; Kim, Moosup. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000897.

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2024On the estimation of Value-at-Risk and Expected Shortfall at extreme levels. (2024). Wang, Shixuan ; Lazar, Emese ; Pan, Jingqi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000102.

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2024Correlated play in weakest-link and best-shot group contests. (2024). Barbieri, Stefano ; Topolyan, Iryna. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:110:y:2024:i:c:s0304406823001106.

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2025Signaling in dynamic contests with heterogeneous rivals. (2025). Lemus, Jorge ; Catepilln, Jorge ; Figueroa, Nicols. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:116:y:2025:i:c:s030440682400140x.

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2025The battle of informational efficiency: Cryptocurrencies vs. classical assets. (2025). , Jos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000792.

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2024Dominance and technology war. (2024). Konrad, Kai. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001374.

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2024Simulating and assessing carbon markets: Application to the Korean and the EU ETSs. (2024). Yoon, Soeun ; Jung, Seoyoung ; Jang, Minchul ; Min, Baehyun. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:195:y:2024:i:c:s1364032124000698.

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2024Forecasting the effect of extreme sea-level rise on financial market risk. (2024). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1-27.

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2025Interconnected bank networks: Shock amplifiers or absorbers in the financial system?. (2025). Tang, LE ; Ren, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500142x.

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2025Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum. (2025). Ngoc, Dung Thi ; Quoc, Bao Khac. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003921.

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2024The Set of Equilibria in Max-Min Two Groups Contests with Binary Actions and a Private Good Prize. (2024). Gilli, Mario ; Sorrentino, Andrea. In: Working Papers. RePEc:fem:femwpa:2024.08.

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2024Does “Paper Oil” Matter? Energy Markets’ Financialization and Co-Movements with Equity Markets. (2024). Robe, Michel ; Buyukahin, Bahattin. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:13-224:d:1399878.

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2025A General Model of Bertrand–Edgeworth Duopoly. (2025). Allison, Blake A ; Lepore, Jason J. In: Games. RePEc:gam:jgames:v:16:y:2025:i:3:p:26-:d:1658741.

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2025The Power of Passivity in the Hirshleifer Contest Under Small Noise. (2025). Sun, Guang-Zhen. In: Games. RePEc:gam:jgames:v:16:y:2025:i:5:p:43-:d:1737630.

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2024The GARCH-EVT-Copula Approach to Investigating Dependence and Quantifying Risk in a Portfolio of Bitcoin and the South African Rand. (2024). Chikobvu, Delson ; Ndlovu, Thabani. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:504-:d:1517218.

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2024Financial Constraints and Multivariate Incomplete Information in the Mixture Model of Contests. (2023). Kirkegaard, Rene. In: Working Papers. RePEc:gue:guelph:2024-02.

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2024Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. (2024). Gutkin, Boris ; Palminteri, Stefano ; Vrizzi, Stefano ; Lussange, Johann. In: Post-Print. RePEc:hal:journl:hal-04790290.

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2024Player strength and effort in contests. (2024). Gürtler, Oliver ; Giebe, Thomas ; Gurtler, Oliver. In: Working Papers in Economics and Statistics. RePEc:hhs:vxesta:2024_004.

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2025Lets (Not) Escalate This! Leadership and Communication in a Group Contest. (2025). Riedl, Arno ; Heine, Florian. In: IZA Discussion Papers. RePEc:iza:izadps:dp17648.

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2024Science or scientism? On the momentum illusion. (2024). Grobys, Klaus. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:4:d:10.1007_s10436-024-00446-5.

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2024Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z.

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2024Competition among public good providers for donor rewards. (2024). Walker, James ; Struwe, Natalie ; Blanco, Esther. In: Experimental Economics. RePEc:kap:expeco:v:27:y:2024:i:1:d:10.1007_s10683-022-09766-7.

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2024The role of luck in political and economic competition: noisy all-pay auctions. (2024). Rentschler, Lucas ; Sanders, Shane D ; Boudreau, James W ; Nagaraja, Haikady N. In: Public Choice. RePEc:kap:pubcho:v:199:y:2024:i:1:d:10.1007_s11127-022-01023-y.

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2025Random Pricing: Bertrand Competition with Uncontested Consumers. (2025). Lenhard, Severin. In: Review of Industrial Organization. RePEc:kap:revind:v:67:y:2025:i:2:d:10.1007_s11151-025-10013-5.

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2024The Set of Equilibria in Max-Min Two Groups Contests with Binary Actions and a Private Good Prize. (2024). Gilli, Mario ; Sorrentino, Andrea. In: Working Papers. RePEc:mib:wpaper:539.

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2024BRIDGING TRADITION AND INNOVATION: A LITERATURE REVIEW ON PORTFOLIO OPTIMIZATION. (2024). Bolo, Marcel ; Rusu, Tefan. In: Annals of Faculty of Economics. RePEc:ora:journl:v:33:y:2024:i:1:p:337-344.

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2024Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. (2024). Lussange, Johann ; Palminteri, Stefano ; Vrizzi, Stefano ; Gutkin, Boris. In: PLOS ONE. RePEc:plo:pone00:0301141.

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2024Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies.. (2024). Bonga-Bonga, Lumengo ; Montshioa, Keitumetse. In: MPRA Paper. RePEc:pra:mprapa:119910.

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2024Exchange Rate Movements and China-East Africa Trade Balance: A New Perspective From RMB. (2024). Sakouba, Ibrahim ; Ren, Pengyu. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:1:p:21582440241230805.

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2025Mixed frequency data and portfolio selection: A novel approach integrating DEA with mixed frequency data sources. (2025). Wang, Liukai ; Xiong, YU ; Liang, Shuhao. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:3:d:10.1007_s10479-025-06529-4.

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2025A sharp characterization of equilibria in a tournament with performance and distinction standards. (2025). Romano, Richard ; Epple, Dennis ; Sieg, Holger. In: Economic Theory Bulletin. RePEc:spr:etbull:v:13:y:2025:i:1:d:10.1007_s40505-024-00284-8.

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2024Relationships among return and liquidity of cryptocurrencies. (2024). Li, Ziyuan ; Jin, Siyuan ; Zhang, Mianmian ; Zhu, Bing ; Xia, Yong. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00532-z.

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2024Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1.

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2025Asymmetric risk contagion effect of the interaction between the real economy and the financial sector—an analysis based on the domestic commodity price index. (2025). Yonghui, Quan ; Wenlong, Miao. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00735-y.

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2024Forecasting risk and return of listed real estate:. (2024). Brandt, Felix ; Lausberg, Carsten. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:10:y:2024:i:1:d:10.1365_s41056-024-00070-4.

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2024Persuasion with ambiguous receiver preferences. (2024). Sapiro-Gheiler, Eitan. In: Economic Theory. RePEc:spr:joecth:v:77:y:2024:i:4:d:10.1007_s00199-023-01522-z.

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2025Hunting for the discouragement effect in contests. (2025). Drugov, Mikhail ; Ryvkin, Dmitry. In: Review of Economic Design. RePEc:spr:reecde:v:29:y:2025:i:3:d:10.1007_s10058-022-00308-4.

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2025Nonparametric identification and estimation of all-pay auction and contest models. (2025). Shakhgildyan, Ksenia. In: Review of Economic Design. RePEc:spr:reecde:v:29:y:2025:i:3:d:10.1007_s10058-022-00309-3.

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More than 100 citations found, this list is not complete...

Works by Casper G. de Vries:

YearTitleTypeCited
2000Value-at-Risk and Extreme Returns In: Annals of Economics and Statistics.
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1998Value-at-Risk and Extreme Returns.(1998) In: Tinbergen Institute Discussion Papers.
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1993Rigging the Lobbying Process: An Application of the All-Pay Auction. In: American Economic Review.
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1992Rigging the Lobbying Process: An Application of the All- Pay Auction..(1992) In: Pennsylvania State - Department of Economics.
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1991RIGGING THE LOBBYING PROCESS: AN APPLICATION OF THE ALL- PAY AUCTION..(1991) In: Purdue University Economics Working Papers.
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1995Fiat Exchange in Finite Economies. In: UFAE and IAE Working Papers.
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1995Fiat Exchange in Finite Economies..(1995) In: Purdue University Economics Working Papers.
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1995The All-Pay Auction with Complete Information. In: UFAE and IAE Working Papers.
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1995The All-pay Auction with Complete Information.(1995) In: CESifo Working Paper Series.
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1992The All-Pay Auction with Complete Information..(1992) In: Pennsylvania State - Department of Economics.
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1991The All-Pay Auction With Complete Information.(1991) In: Purdue University Economics Working Papers.
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1996The all-pay auction with complete information (*).(1996) In: Economic Theory.
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1990The All-Pay Auction with Complete Information.(1990) In: Discussion Paper.
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1990The All-Pay Auction with Complete Information.(1990) In: Other publications TiSEM.
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2018Challenges in Implementing Worst-Case Analysis In: Staff Working Papers.
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2019Tail Index Estimation: Quantile-Driven Threshold Selection In: Staff Working Papers.
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2016Tail index estimation: quantile driven threshold selection.(2016) In: LSE Research Online Documents on Economics.
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2021Covariates Hiding in the Tails In: Staff Working Papers.
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2011Risk measures for autocorrelated hedge fund returns In: Temi di discussione (Economic working papers).
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2015Risk Measures for Autocorrelated Hedge Fund Returns.(2015) In: Journal of Financial Econometrics.
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2011Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers.
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1998Abnormal returns, risk, and options in large data sets In: Statistica Neerlandica.
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1998Abnormal Returns, Risk, and Options in Large Data Sets.(1998) In: Tinbergen Institute Discussion Papers.
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1996Tail Index and Quantile Estimation with Very High Frequency Data In: CESifo Working Paper Series.
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2010The Herodotus Paradox In: CESifo Working Paper Series.
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2012The Herodotus paradox.(2012) In: Games and Economic Behavior.
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2010The Herodotus Paradox.(2010) In: Working Papers.
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2010The Herodotus Paradox.(2010) In: Tinbergen Institute Discussion Papers.
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2010World Equity Premium Based Risk Aversion Estimates In: CESifo Working Paper Series.
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2010World Equity Premium based Risk Aversion Estimates.(2010) In: Tinbergen Institute Discussion Papers.
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2000Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach In: CESifo Working Paper Series.
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2004Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2004) In: Working Papers.
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2000Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach..(2000) In: Purdue University Economics Working Papers.
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2000Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2000) In: Tinbergen Institute Discussion Papers.
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2000Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2000) In: CIG Working Papers.
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2015Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates In: CESifo Working Paper Series.
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2015Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates.(2015) In: Tinbergen Institute Discussion Papers.
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2019Asset-based lending In: CESifo Working Paper Series.
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2019Asset-Based Lending.(2019) In: Tinbergen Institute Discussion Papers.
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2013The Impact of Competition on Prices with Numerous Firms In: Working Papers.
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2016The impact of competition on prices with numerous firms.(2016) In: Journal of Economic Theory.
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2013Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk In: Working Papers.
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1992Mixed Strategy Trade Equilibria. In: Canadian Journal of Economics.
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2001Asset Market Linkages in Crisis Periods In: CEPR Discussion Papers.
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2001Asset market linkages in crisis periods.(2001) In: Working Paper Series.
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2001Asset market linkages in crisis periods.(2001) In: Proceedings.
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2001Asset Market Linkages in Crisis Periods..(2001) In: Quebec a Montreal - Recherche en gestion.
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2001Asset Market Linkages in Crisis Periods.(2001) In: Tinbergen Institute Discussion Papers.
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2004Asset Market Linkages in Crisis Periods.(2004) In: The Review of Economics and Statistics.
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2004Generational Accounting, Solidarity and Pension Losses In: CEPR Discussion Papers.
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2003Generational Accounting, Solidarity and Pension Losses.(2003) In: IZA Discussion Papers.
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2006Generational Accounting, Solidarity and Pension Losses.(2006) In: De Economist.
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2003Generational Accounting, Solidarity and Pension Losses.(2003) In: Tinbergen Institute Discussion Papers.
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2004Fundamentals and Joint Currency Crises In: CEPR Discussion Papers.
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2004Fundamentals and joint currency crises.(2004) In: Working Paper Series.
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2010The Forward Premium Puzzle and Latent Factors Day by Day In: CEPR Discussion Papers.
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2010The Forward Premium Puzzle and Latent Factors Day by Day.(2010) In: Discussion Papers of DIW Berlin.
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2012The forward premium puzzle and latent factors day by day.(2012) In: VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century.
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2018Estimating a Latent Risk Premium in Exchange Rate Futures In: Discussion Papers of DIW Berlin.
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2020Currency Futures Risk Premia and Risk Factors In: Discussion Papers of DIW Berlin.
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2005Banking system stability: a cross-Atlantic perspective In: Working Paper Series.
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2007Banking System Stability. A Cross-Atlantic Perspective.(2007) In: NBER Chapters.
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2005Banking System Stability: A Cross-Atlantic Perspective.(2005) In: NBER Working Papers.
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2010Global stochastic properties of dynamic models and their linear approximations In: Journal of Economic Dynamics and Control.
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2010Global Stochastic Properties of Dynamic Models and their Linear Approximations.(2010) In: Tinbergen Institute Discussion Papers.
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2012Simulating and calibrating diversification against black swans In: Journal of Economic Dynamics and Control.
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1988Simulating currency substitution bias In: Economics Letters.
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2006Comparing downside risk measures for heavy tailed distributions In: Economics Letters.
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2005Comparing downside risk measures for heavy tailed distribution.(2005) In: LSE Research Online Documents on Economics.
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2013Heavy tails of OLS In: Journal of Econometrics.
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1991On the relation between GARCH and stable processes In: Journal of Econometrics.
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1990On the relation between GARCH and stable processes.(1990) In: Discussion Paper.
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1991On the relation between GARCH and stable processes.(1991) In: Other publications TiSEM.
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1990On the relation between GARCH and stable processes.(1990) In: Other publications TiSEM.
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1992International trade and exchange rate volatility In: European Economic Review.
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1989INTERNATIONAL TRADE AND EXCHANGE RATE VOLATILITY..(1989) In: Erasmus University of Rotterdam - Institute for Economic Research.
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1995New evidence on the effectiveness of foreign exchange market intervention In: European Economic Review.
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2007Portfolio selection with heavy tails In: Journal of Empirical Finance.
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2006Portfolio Selection with Heavy Tails.(2006) In: Tinbergen Institute Discussion Papers.
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2010Heavy tails and currency crises In: Journal of Empirical Finance.
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1995A note on the relationship between GARCH and symmetric stable processes In: Journal of Empirical Finance.
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2000Portfolio selection with limited downside risk In: Journal of Empirical Finance.
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1992It takes two to tango: Equilibria in a model of sales In: Games and Economic Behavior.
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1993It takes two to tango : Equilibria in a model of sales.(1993) In: Other publications TiSEM.
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1993Fixing soft margins In: Journal of International Economics.
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2006Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities In: Insurance: Mathematics and Economics.
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2004Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities.(2004) In: Econometric Institute Research Papers.
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2004Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities.(2004) In: Tinbergen Institute Discussion Papers.
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1990The customs union argument for a monetary union In: Journal of Banking & Finance.
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2002Incentives for effective risk management In: Journal of Banking & Finance.
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2001Incentives for Effective Risk Management.(2001) In: Tinbergen Institute Discussion Papers.
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2005The simple economics of bank fragility In: Journal of Banking & Finance.
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2013Systemic risk and diversification across European banks and insurers In: Journal of Banking & Finance.
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2013The number of active bidders in internet auctions In: Journal of Economic Theory.
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1992Differences between foreign exchange rate regimes: The view from the tails In: Journal of International Money and Finance.
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2001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation In: Journal of Multivariate Analysis.
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2000Using a bootstrap method to choose the sample fraction in tail index estimation.(2000) In: Econometric Institute Research Papers.
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1997Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation.(1997) In: Tinbergen Institute Discussion Papers.
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1998An experimental examination of rational rent-seeking In: European Journal of Political Economy.
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1998An experimental examination of rational rentseeking.(1998) In: Other publications TiSEM.
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2000Endogeneity in European money demand In: European Journal of Political Economy.
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1998The value of value at risk: statistical, financial, and regulatory considerations (summary) In: Economic Policy Review.
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1998Beyond the Sample: Extreme Quantile and Probability Estimation.(1998) In: Tinbergen Institute Discussion Papers.
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1993Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist. In: Pennsylvania State - Department of Economics.
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1993The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates. In: Pennsylvania State - Department of Economics.
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1994Between Realignments and Intervention: the Belgian Franc in the European Monetary System. In: Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
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1994Stylized Facts of Nominal Exchange Rate Returns. In: Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
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2005Fundamental Volatility is Regime Specific In: Working Papers.
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2007IMF Support and Inter-regime Exchange rate Volatility In: Working Papers.
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2012IMF Support and Inter-Regime Exchange Rate Volatility.(2012) In: Open Economies Review.
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1992Optimal Localized Production Experience and Schooling. In: International Economic Review.
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1995Piecemeal versus Precipitous Factor Market Integration. In: International Economic Review.
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2008Contests with Rank-Order Spillovers In: Working Papers.
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2012Contests with rank-order spillovers.(2012) In: Economic Theory.
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2009Contests with Rank-Order Spillovers.(2009) In: Tinbergen Institute Discussion Papers.
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1998An EMS target zone model in discrete time In: Journal of Applied Econometrics.
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2008Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation In: Annals of Finance.
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2003The Forex Regime and EMU Expansion In: Open Economies Review.
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2002The Forex Regime and EMU Expansion.(2002) In: Tinbergen Institute Discussion Papers.
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1994The Solution to the Tullock Rent-Seeking Game When R Is Greater Than 2: Mixed-Strategy Equilibria and Mean Dissipation Rates. In: Public Choice.
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1999The Incidence of Overdissipation in Rent-Seeking Contests. In: Public Choice.
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1997The Incidence of Overdissipation in Rent-Seeking Contests.(1997) In: Tinbergen Institute Discussion Papers.
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2013The drivers of downside equity tail risk In: MPRA Paper.
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2013The cross-section of tail risks in stock returns In: MPRA Paper.
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2015Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk In: PIER Discussion Papers.
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2011Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations In: Review of Business and Economic Literature.
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1998The EURO, Prudent Coherence? In: Tinbergen Institute Discussion Papers.
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1998A Hybrid Joint Moment Ratio Test for Financial Time Series In: Tinbergen Institute Discussion Papers.
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1999Endogenous Financial Structure and the Transmission of ECB Policy In: Tinbergen Institute Discussion Papers.
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1999Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series In: Tinbergen Institute Discussion Papers.
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2001Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation In: Tinbergen Institute Discussion Papers.
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2001Portfolio Diversification Effects and Regular Variation in Financial Data In: Tinbergen Institute Discussion Papers.
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2004Credit Rationing Effects of Credit Value-at-Risk In: Tinbergen Institute Discussion Papers.
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2004Optimal Confidence Intervals for the Tail Index and High Quantiles In: Tinbergen Institute Discussion Papers.
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2005Portfolio Diversification Effects of Downside Risk In: Tinbergen Institute Discussion Papers.
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2006Tail Probabilities for Regression Estimators In: Tinbergen Institute Discussion Papers.
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2006Large Swings in Currencies driven by Fundamentals In: Tinbergen Institute Discussion Papers.
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2007Weak & Strong Financial Fragility In: Tinbergen Institute Discussion Papers.
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The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets In: Working Papers.
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